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CHANDLER <br />All ASSET <br />MANAGEMENT <br />Portfolio Characteristics <br />9/30/2014 6/30/2014 <br />LAIF - City Pool #98-01-809 $26,883,389 <br />LAIF - Successor Agency 2,612,689 <br />LAIF - RDA 1999 Bond Proceeds #11-01-001 0 <br />LAIF - RDA 2008 Bond Proceeds #11-01-038 0 <br />LAIF - Economic Development Agency 2 <br />Passbook/Checking Accounts 7,209,633 <br />Total LAIF and Bank Accounts <br />$40,861,700 <br />2,657,175 <br />0 <br />0 <br />2 <br />$36,705,713 $52,144,985 <br />Investment Portfolio Market Value $38,848,083 $38,843,303 <br />Total Market Value $75,553,796 $90,988,288 <br />LAIF Quarterly Apportionment Rate <br />0.24% <br />0.22% <br />2 year US Treasury Yield to Maturity <br />0.57% <br />0.46% <br />5 year US Treasury Yield to Maturity <br />1.76% <br />1.63% <br />Investment Portfolio: <br />Average Maturity (yrs) <br />1.69 <br />1.81 <br />Modified Duration <br />1.66 <br />1.77 <br />Average Book Yield <br />0.86% <br />0.86% <br />Average Yield to Maturity at Market <br />0.69% <br />0.56% <br />Average Quality S&P/Moody <br />AA/Aa1 <br />AA/Aa1 <br />Portfolio Activity <br />During the third quarter of 2014, activity in the portfolio managed by Chandler Asset Management was <br />influenced by reinvestment of $1.6 million from maturing securities. Newly purchased securities included <br />Treasury and Agency securities maturing between September 2017 and January 2018. Currently, the <br />portfolio's average maturity is 1.69 years and is close to that of the City's 1-3 Year Government <br />benchmark's maturity. <br />